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Note Multiple Regression KOM 6115

This document discusses multiple regression analysis. It explains that multiple regression is used to identify predictive factors for a dependent variable from several independent variables. An example identifies factors that predict intimacy. Requirements are that variables are measured on continuous scales and assumptions like normality are met. The regression equation and interpreting beta coefficients are also outlined. Videos demonstrate tests of assumptions and SPSS output is required for an assignment.

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20 views

Note Multiple Regression KOM 6115

This document discusses multiple regression analysis. It explains that multiple regression is used to identify predictive factors for a dependent variable from several independent variables. An example identifies factors that predict intimacy. Requirements are that variables are measured on continuous scales and assumptions like normality are met. The regression equation and interpreting beta coefficients are also outlined. Videos demonstrate tests of assumptions and SPSS output is required for an assignment.

Uploaded by

jia quan goh
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Ujian Regresi Pelbagai

(Multiple Regression)
• The general purpose of multiple
regression (the term was first used by
Pearson, 1908) is to learn more about the
relationship between several independent
or predictor variables and a dependent or
criterion variable.
Fungsi (Aplikasi)
• Mengenal pasti faktor-faktor peramal
(pemboleh ubah-pemboleh ubah peramal)
bagi perubahan dalam sesuatu pemboleh
ubah bersandar dalam perhubungan yang
linear
Functions (Applications)

• Identifies predictors / factors (predictor


variables) for changes in a dependent
variable in a linear relationship
Contoh
• Mengenal pasti sama ada ethnocentrism,
empathy ability, tolerate ambiguity dan
talkholic merupakan faktor peramal bagi
keintiman hubungan.
Example
• Identifying whether ethnocentrism,
empathy ability, tolerate ambiguity and
talkaholic are predictive factors for
intimacy.
Conceptual Framework
• IV (Predictors/Factors) DV
(Criterion)
ethnocentrism

empathy
ability

intimacy
tolerate
ambiguity

Talkaholic
Keperluan Data
• Pemboleh ubah bersandar dan pemboleh
ubah-pemboleh ubah peramalnya diukur
dalam skala selanjar (skala selang dan
skala nisbah)
Data Requirements
• The dependent variables and their predictor
variables are measured on a continuous scale
(interval scale and ratio scale)
• Dependent variable should be measured on a
continuous scale
• Have two or more independent variables, which
can be either continuous (i.e., an interval or ratio
variable) or categorical (i.e., an ordinal or
nominal variable). Change to dummy variable.
Assumptions

1. Regression residuals must be normally


distributed.
2. A linear relationship is assumed between the
dependent variable and the independent variables.
3. There should be no significant outliers, high
leverage points or highly influential points.
4. Absence of multicollinearity is assumed in the
model, meaning that the independent variables are
not too highly correlated. (if r<0.7)
R-Square (R ) 2

• R-Square, also known as the Coefficient of


determination is a commonly used statistic
to evaluate model fit. R-square is 1 minus
the ratio of residual variability. When the
variability of the residual values around the
regression line relative to the overall
variability is small, the predictions from the
regression equation are good.
R-Square
• Example: If we have an R-square of 0.4 then we know
that the variability of the Y values around the regression
line is R2 =1- 0.6 times the original variance; in other
words we have explained 40% of the original variability,
and are left with 60% residual variability. Ideally, we
would like to explain most if not all of the original
variability. The R-square value is an indicator of how well
the model fits the data (e.g., an R-square close to 1.0
indicates that we have accounted for almost all of the
variability with the variables specified in the model).
Regression Equation
• Y = a + bX1 + cX2 + dX3 + ϵ
• Where:
Y – dependent variable
X1, X2, X3 – independent (explanatory)
variables
a – intercept (βo)
b, c, d – slopes (β1, β2, β3)
ϵ – residual (error)
β (Beta) coefficients
• To interpret the direction of the
relationship between variables, look at the
signs (plus or minus) of the regression or
β (Beta) coefficients. If a β coefficient is
positive, then the relationship of this
variable with the dependent variable is
positive. if the β coefficient is negative
then the relationship is negative.
Rule of thumb to make decision
• If sig.value (p) < Sig. level (0.05) =
significant relationship between variables
(Accept Ha).
• If sig. value (p) > Sig. level (0.05) = not
significant relationship between variables
(Reject Ha).
• By Cohen (1992)
• R2=0.00 – 0.29 low
• R2=0.30 – 0.49 moderate
• R2 > 0.5 high
Video
• https://www.youtube.com/watch?v=rKQzjj
WHm_A
• https://www.youtube.com/watch?v=f8n3Kt
9cvSI
• (Test of Normality and homoscedasticity
(SPSS)
• https://www.youtube.com/watch?v=WQOn
GVoryMo

https://www.youtube.com/watch?v=liiDHE
eEH_I
Assignment 2
• Run Multiple Regression base on data provided.
• A. Conceptual Frame work
• B. Research Objective
• C. Hypothesis
• D. Result (Interpretation, discussion,
implication, suggestion and table)
• E. Appendix: SPSS out put.
• Due Date: 28 April 2023
Note
• https://corporatefinanceinstitute.com/
resources/knowledge/finance/regression-
analysis/

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